Research Areas

The research programme will be organised around 3 rolling themes spanning finance, international macroeconomics and econometrics. The Centre normally will support research programmes for a period of three years. The presumption is that further work is supported by externally raised finds from Research Councils, private sources or other funding bodies. This will help to maintain a vibrant intellectual atmosphere and to provide opportunities for as wide a range of faculty members in the University - but especially those falling under the Cambridge Finance umbrella - to have access to support.

Research topics to be supported by the Centre include :-

• Rapid financial integration and global economic stability
• Macroeconomic modelling under imperfect knowledge and bounded rationality
• Performance of monetary and fiscal policy under imperfect knowledge
• Analysis of transmission mechanisms across countries and markets, real and financial, within a global context (using the recently developed GVAR methodology);
• Empirical analysis of financial crisis, contagion and herding behaviour
• The role of heterogeneity and learning in macroeconomics and finance
• Econometric analysis of liquidity in financial markets
• Multivariate volatility modelling and risk diversification
• Development and evaluation of credit risk models
• Signal extraction with real time
• Modelling convergence